Items related to Implementing Derivative Models
Synopsis
Implementing Derivatives Models Les Clewlow and Chris Strickland Derivatives markets, particularly the over-the-counter market in complex or exotic options, are continuing to expand rapidly on a global scale, However, the availability of information regarding the theory and applications of the numerical techniques required to succeed in these markets is limited. This lack of information is extremely damaging to all kinds of financial institutions and consequently there is enormous demand for a source of sound numerical methods for pricing and hedging. Implementing Derivatives Models answers this demand, providing comprehensive coverage of practical pricing and hedging techniques for complex options. Highly accessible to practitioners seeking the latest methods and uses of models, including
* The Binomial Method
* Trinomial Trees and Finite Difference Methods
* Monte Carlo Simulation
* Implied Trees and Exotic Options
* Option Pricing, Hedging and Numerical Techniques for Pricing Interest Rate Derivatives
* Term Structure Consistent Short Rate Models
* The Heath, Jarrow and Morton Model
Implementing Derivatives Models is also a potent resource for financial academics who need to implement, compare, and empirically estimate the behaviour of various option pricing models. Finance/Investment
"synopsis" may belong to another edition of this title.
About the Author
Les Clewlow and Chris Strickland both hold positions at the Financial Options Research Centre, Warwick University, UK, at the School of Finance and Economics, University of Technology Sydney, Australia, and the Instituto de Estudios Superiores de Administración, Caracas, Venezuela. They are also both principals of Lacima Consultants specialising in derivatives pricing and risk management education and software.
From the Back Cover
Implementing Derivatives Models Les Clewlow and Chris Strickland Derivatives markets, particularly the over-the-counter market in complex or exotic options, are continuing to expand rapidly on a global scale, However, the availability of information regarding the theory and applications of the numerical techniques required to succeed in these markets is limited. This lack of information is extremely damaging to all kinds of financial institutions and consequently there is enormous demand for a source of sound numerical methods for pricing and hedging. Implementing Derivatives Models answers this demand, providing comprehensive coverage of practical pricing and hedging techniques for complex options. Highly accessible to practitioners seeking the latest methods and uses of models, including
* The Binomial Method
* Trinomial Trees and Finite Difference Methods
* Monte Carlo Simulation
* Implied Trees and Exotic Options
* Option Pricing, Hedging and Numerical Techniques for Pricing Interest Rate Derivatives
* Term Structure Consistent Short Rate Models
* The Heath, Jarrow and Morton Model
Implementing Derivatives Models is also a potent resource for financial academics who need to implement, compare, and empirically estimate the behaviour of various option pricing models. Finance/Investment
From the Inside Flap
As the market for new derivative instruments continues to expand both in volume and complexity, traders and brokers everywhere are clamouring for sound numerical techniques to model, price and comfortably hedge complex, exotic options. Implementing Derivatives Models is the single comprehensive source of this application-oriented guidance. Written in a highly accessible style, it is of great assistance to practitioners and finance academics who need to implement models, examine their behaviour, compare with new models, and perform empirical estimation of the models.
"About this title" may belong to another edition of this title.
- PublisherWiley
- Publication date1998
- ISBN 10 0471966517
- ISBN 13 9780471966517
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages336
- Rating
Search results for Implementing Derivative Models
Stock Image
Implementing Derivative Models
Seller: Orion Tech, Kingwood, TX, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. Seller Inventory # 0471966517-3-33777375
Quantity: 1 available
Stock Image
Implementing Derivative Models
Seller: SecondSale, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Condition: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00086811654
Quantity: 1 available
Stock Image
Implementing Derivative Models
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_420234178
Quantity: 1 available
Stock Image
Implementing Derivative Models
Seller: clickgoodwillbooks, Indianapolis, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Acceptable. This is a hard cover book: Used - Acceptable: All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media. Seller Inventory # 3O6WBH0016LU_ns
Quantity: 1 available
Stock Image
Implementing Derivative Models
Published by
Wiley & Sons, Incorporated, John, 1998
ISBN 10: 0471966517
ISBN 13: 9780471966517
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. Seller Inventory # 15792300-6
Quantity: 1 available
Stock Image
Implementing Derivative Models
Published by
Wiley & Sons, Incorporated, John, 1998
ISBN 10: 0471966517
ISBN 13: 9780471966517
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Used book that is in clean, average condition without any missing pages. Seller Inventory # 14724311-6
Quantity: 1 available
Stock Image
Implementing Derivative Models
Seller: New Legacy Books, Annandale, NJ, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Fast shipping and order satisfaction guaranteed. A portion of your purchase benefits Non-Profit Organizations, First Aid and Fire Stations! Seller Inventory # 5FSZKH0006S2_ns
Quantity: 1 available
Seller Image
Implementing Derivative Models
Seller: Goodwill of Greater Milwaukee and Chicago, Racine, WI, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. Book is considered to be in good or better condition. The actual cover image may not match the stock photo. Hard cover books may show signs of wear on the spine, cover or dust jacket. Paperback book may show signs of wear on spine or cover as well as having a slight bend, curve or creasing to it. Book should have minimal to no writing inside and no highlighting. Pages should be free of tears or creasing. Stickers should not be present on cover or elsewhere, and any CD or DVD expected with the book is included. Book is not a former library copy. Seller Inventory # SEWV.0471966517.G
Quantity: 1 available
Seller Image
Implementing Derivative Models
Seller: Solr Books, Lincolnwood, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. This book is in Good condition. There may be some notes and highligting but otherwise the book is in overall good condition. Seller Inventory # BCV.0471966517.G
Quantity: 1 available
Stock Image
Implementing Derivatives Models (Wiley Series in Financial Engineering)
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. With owner's name inside cover. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9780471966517. Seller Inventory # 7094979
Quantity: 1 available